-93.2%
FRMI vs INCY
+20.6%
-113.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +4.5% | -15.0% | -9.5% |
| 7D | -39.7% | +5.1% | -44.9% | -38.9% |
| 30D | -55.2% | +7.6% | -62.8% | -54.1% |
| 3M | -71.2% | +1.9% | -73.0% | -70.6% |
| 6M | -64.1% | +26.5% | -90.6% | -62.4% |
| YTD | -77.2% | +24.4% | -101.6% | -77.1% |
| 1Y | -93.2% | +19.4% | -112.5% | -93.1% |
| All | -93.2% | +20.6% | -113.8% | -93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded INCY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling